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Rejection sampling of a complex distribution including bound and proposal distribution refinement

机译:复杂分布的拒绝抽样,包括边界分布和提议分布的细化

摘要

Iterative rejection sampling is performed on a domain in accordance with a target distribution. The domain is partitioned to define a partition comprising partition elements, and each iteration of the rejection sampling includes selecting a partition element from the partition in accordance with partition element selection probabilities. A sample of the domain is acquired in the selected partition element according to a normalized proposal distribution that is associated with and normalized over the selected partition element. The acquired sample is accepted or rejected based on the target distribution and a bound associated with the selected partition element. During the iterative rejection sampling, the partition is adapted by replacing a partition element of the partition with two or more split partition elements, associating bounds with the split partition elements, and computing partition element selection probabilities for the split partition elements.
机译:根据目标分布在域上执行迭代拒绝采样。对域进行分区以定义包括分区元素的分区,并且拒绝采样的每个迭代包括根据分区元素选择概率从分区中选择分区元素。根据与选定分区元素关联并对其进行规范化的规范化建议分布,在选定分区元素中获取域的样本。根据目标分布和与所选分区元素关联的界限,接受或拒绝获取的样本。在迭代拒绝采样期间,通过以下方式来适配分区:用两个或更多个拆分的分区元素替换分区的分区元素,将边界与拆分的分区元素相关联,并计算拆分的分区元素的分区元素选择概率。

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